Coherent risk measure

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51	PDF Document Add to Reading List Source URL: www.princeton.edu Language: English - Date: 2008-11-12 13:13:32 Applied mathematics Mathematical sciences Coherent risk measure Risk measure Expected shortfall Dynamic risk measure Variance Expected value Time consistency Financial risk Mathematical finance Statistics
52	PDF Document Add to Reading List Source URL: www.math.ethz.ch Language: English - Date: 1998-09-14 16:41:20 Actuarial science Mathematics Applied mathematics Acceptance set Coherent risk measure Risk measure Ordinal number S Von Neumann universe Mathematical finance Financial risk Mathematical logic
53	PDF Document Add to Reading List Source URL: laurent.jeanpaul.free.fr Language: English - Date: 2007-07-19 18:18:07 Actuarial science Statistics Economics Coherent risk measure Spectral risk measure Expected shortfall Risk measure Diversification Drawdown Mathematical finance Financial risk Financial economics
54	PDF Document Add to Reading List Source URL: www.bis.org Language: English - Date: 2005-12-12 06:15:17 Risk Applied mathematics Financial economics Coherent risk measure Expected shortfall Tail value at risk Risk measure Diversification Value at risk Financial risk Mathematical finance Actuarial science